Mark Aron Szulyovszky b5ddee8dce feat(HPO): added run_hpo script (#237) ...

* feat(HPO): added `run_hpo` script

* fix(Linter): ran

* feat(HPO): removed any reference to sweep (superseeded by optuna)

* fix(HPO): optimize for sharpe

* fix(Config): removed glassnode data, save trials from hpo

* feat(Labelling): added three-balanced method works again

* fix(BetSizing): set the correct class labels

* fix(HPO): powerset should return what's expected, added two new normalization methods

* fix(Linter): ran

* fix(DataLoader): sort the dataframe when fetching data

* fix(Config): only take z-score of other assets

2022-03-15 14:43:16 +01:00

..

base.py

chore(Linter): reformatted code with black (#211)

2022-02-17 19:22:17 +01:00

pca.py

feat(HPO): added run_hpo script (#237)

2022-03-15 14:43:16 +01:00

retrieve.py

feat(HPO): added run_hpo script (#237)

2022-03-15 14:43:16 +01:00

rfe.py

chore(Linter): reformatted code with black (#211)

2022-02-17 19:22:17 +01:00

sklearn.py

chore(Linter): reformatted code with black (#211)

2022-02-17 19:22:17 +01:00